Workarounds

If the photos are from your own set you can always just tag them in Flickr – this only takes a minute.

If the photos belong to another users you can either use Flickr’s own slideshow and click the “Share This” link which allows you to copy and paste the code into your blog post, or, you could use the excellent Flickr Gallery plugin which does use the Flickr API and hence can read photosets directly.